+528.7%
FAST vs EME
+1,362.1%
-833.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.7% |
| 7D | -0.6% | +3.5% | -4.1% | -1.6% |
| 30D | -5.6% | -6.3% | +0.8% | -3.8% |
| 3M | +6.9% | -3.8% | +10.7% | +6.9% |
| 6M | +7.0% | +8.5% | -1.5% | +2.4% |
| YTD | +24.9% | +27.8% | -2.9% | +12.7% |
| 1Y | +6.5% | +22.2% | -15.8% | -4.2% |
| 3Y | +94.1% | +253.5% | -159.3% | +10.5% |
| 5Y | +107.7% | +578.6% | -471.0% | -11.3% |
| All | +528.7% | +1,362.1% | -833.4% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling